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Dependencies in Stochastic Loss Reserve Models

Severity Curve Fitting for Long­Tailed Lines: An Application of Stochastic Processes and Bayesian Models

Minimum Bias, Generalized Linear Models, and Credibility in the Context of Predictive Modeling

Embedded Predictive Analysis of Misrepresentation Risk in GLM Ratemaking Models

Bayesian Predictive Modeling for Exponential-Pareto Composite Distribution

Machine Learning Methods to Perform Pricing Optimization: A Comparison with Standard Generalized Linear Models

Drought-Triggered Index Insurance Using Cluster Analysis of Rainfall Affected by Climate Change

Time-Consistent Reinsurance–Investment Strategy For A Mean–Variance Insurer Under Stochastic Interest Rate Model And Inflation Risk

Micro-level stochastic loss reserving for general insurance

Claims reserving in the hierarchical generalized linear model framework

Micro-level stochastic loss reserving for general insurance

Claims reserving in the hierarchical generalized linear model framework

Generalized linear models for dependent frequency and severity of insurance claims

Insurance ratemaking using a copula-based multivariate Tweedie model

Asymptotic behaviors of stochastic reserving: Aggregate versus individual models

Stochastic model to evaluate the fair value of motor third-party liability under the direct reimbursement scheme and quantification of the capital requirement in a Solvency II perspective

Solvency II and Nested Simulations - a Least-Squares Monte Carlo Approach

Sequential Monte Carlo Samplers For Capital Allocation Under Copula-Dependent Risk Models

Measurement and Transfer of Catastrophic Risks. A Simulation Analysis

Stochastic orders and risk measures: Consistency and bounds

Non-parametric and parametric bootstrap techniques for age-to-age development factor methods in stochastic claims reserving

Development Pattern and Prediction Error for the Stochastic Bornhuetter-Ferguson Claims Reserving Method

A Flexible Framework for Stochastic Reserving Models

Modelling Claims Run-off with Reversible Jump Markov Chain Monte Carlo Methods

Stochastic Loss Reserving Using Bayesian MCMC Models